Game Option Valuation Model

碩士 === 國立臺灣大學 === 國際企業學研究所 === 93 === In Kifer (2000), a new derivative security called game option was introduced. Game option, also called Israeli option, is a contract which enables both its holder (buyer) and writer (seller) to stop it at any time before expiration. That is, its buyer can exerci...

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Bibliographic Details
Main Authors: Shu-Jiun Su, 蘇淑君
Other Authors: Mao-Wei Hung
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/58102480004394598125